Tatjana Dahlhaus

Tatjana Dahlhaus

Principal Researcher

Tatjana Dahlhaus is a Principal Researcher in the International Economic Analysis Department at the Bank of Canada. Her research interests lie in the fields of applied Macroeconomics and Econometrics. Currently, she focuses on studying the transmission of monetary policy in linear as well as non-linear environments. Tatjana received her PhD in Economics from Universitat Autonoma de Barcelona, Spain.

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Tatjana Dahlhaus

Principal Researcher
International Economic Analysis
Emerging Markets Division

Bank of Canada
234 Wellington Street
Ottawa, ON, K1A 0G9

Curriculum vitae

Latest

Nowcasting BRIC+M in Real Time

Staff Working Paper 2015-38 Tatjana Dahlhaus, Justin-Damien Guénette, Garima Vasishtha
Emerging-market economies have become increasingly important in driving global GDP growth over the past 10 to 15 years. This has made timely and accurate assessment of current and future economic activity in emerging markets important for policy-makers not only in these countries but also in advanced economies.
Content Type(s): Staff Research, Staff Working Papers Topic(s): Econometric and statistical methods, International topics JEL Code(s): C, C3, C33, C5, C53, E, E3, E37

The Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market Economies

Staff Working Paper 2014-53 Tatjana Dahlhaus, Garima Vasishtha
The Federal Reserve’s path for withdrawal of monetary stimulus and eventually increasing interest rates could have substantial repercussions for capital flows to emerging-market economies (EMEs).
Content Type(s): Staff Research, Staff Working Papers Topic(s): International topics, Transmission of monetary policy JEL Code(s): C, C3, C32, E, E5, E52, F, F3, F33, F4, F42

International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada

Staff Working Paper 2014-43 Tatjana Dahlhaus, Kristina Hess, Abeer Reza
The U.S. Federal Reserve responded to the great recession by reducing policy rates to the effective lower bound. In order to provide further monetary stimulus, they subsequently conducted large-scale asset purchases, quadrupling their balance sheet in the process.
Content Type(s): Staff Research, Staff Working Papers Topic(s): International topics, Monetary policy framework, Transmission of monetary policy JEL Code(s): C, C3, C32, E, E5, E52, E58, F, F4, F42, F44

Monetary Policy Transmission during Financial Crises: An Empirical Analysis

Staff Working Paper 2014-21 Tatjana Dahlhaus
This paper studies the effects of a monetary policy expansion in the United States during times of high financial stress. The analysis is carried out by introducing a smooth transition factor model where the transition between states (“normal” and high financial stress) depends on a financial conditions index.
Content Type(s): Staff Research, Staff Working Papers Topic(s): Econometric and statistical methods, Financial markets, Transmission of monetary policy JEL Code(s): C, C1, C11, C3, C32, E, E3, E32, E4, E44, G, G0, G01

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Other

Refereed Journals

  • “Nowcasting the BRIC+M in Real Time"
    (with Justin-Damien Guenette and Garima Vasishtha), International Journal of Forecasting, forthcoming.
  • “International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada"
    (with Kristina Hess and Abeer Reza), Journal of Money, Credit and Banking, forthcoming.
  • "Conventional Monetary Policy Transmission during Financial Crises: An Empirical Analysis"
    Journal of Applied Econometrics, Volume 32, Issue 2, pp. 401-421, March 2017.
  • "Key Features and Determinants of Credit-less Recoveries"
    (with Martin Bijsterbosch), Empirical Economics, Volume 49, Issue 4, pp. 1245-1269, 2015.

Other Publications

  • “Determinants of Credit-less Recoveries”
    (with Martin Bijsterbosch), ECB Working Paper No. 1358, June 2011.

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Bank Publications

Education

  • Ph.D., Economics, Universitat Autonoma de Barcelona, Spain, 2013
  • M.Sc., Econometrics, University of Maastricht, the Netherlands, 2007
  • B.Sc., Econometrics and Operations Research, University of Maastricht, the Netherlands, 2006

Research Interests

  • Quantitative and Applied Macroeconomics
  • Time Series and Panel Data Analysis
  • Bayesian Econometrics

RePEc

Tatjana Dahlhaus

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